According to some problems of the grey relational model for panel data, such as the three-dimensional feature, the positive and negative relation of the panel data, and the model being lack of effective testing, the panel data grey relational model is built to expand the panel data clustering method. Grey entropy is introduced into the model and the test model of grey clustering model is proposed. The study shows that the grey relational model can reflect the positive and negative relation of the panel data and possess symmetry property, unique property and comparable property. The application of example in air pollution analysis indicates that the method has good effect, and the grey correlation degree of each category is obvious.